The only couple of things I can think of is that the files don't fit the following filters :
*.mp3;*.mp2;*.wav;*.ogg;*.aiff;*.wma;*.wmv;*.asx;*.asf;*.m4a;*.mp4;*.flac;*.aac;*.ac3;*.wv;*.it;*.xm;*.s3m;*.mod;*.mtm;*.mo3
These are all the file extensions I look for when searching.
Either that, or are the files/directory marked as hidden? Is the album actually being displayed in any way, or is it just skipping them completely?
And yes, if they are protected, that might cause problems. I've never actually tried those sort of files, so I can't tell you with certainty.